IB TWS Time & Sales

Quote from j_medved:

Not sure what volume chart you are referring to. The volume on most charts is for way more than 1 tick, so if for example you are looking at 1 minute charts, you are not going to see any difference in the volume bars from IB data vs a tick by tick datafeed.

For displaying of volume, you are not going to see any noticible difference on any chart types. The difference will be if comparing TICK charts generated using IB data to one generated using a tick by tick datafeed. There will be less bars on the IB generated chart. Thats all
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Jerry does that mean that a constant volume bar chart generated off IB data would be the same as one generated using tick by tick data?

Runningbear
 
Quote from IBsoft:

Yes, we will provide limited t&s and q&s retrieval. This data comes from our charting database.
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Via the API? You answered "not at the beginning".
When will API feature T&S retrieval? 6 months? 1 year? 5 years?
 
Quote from Runningbear:

Jerry does that mean that a constant volume bar chart generated off IB data would be the same as one generated using tick by tick data?
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If you are referring to volume charts - where each bar is a fixed volume amount, then the answer is no, but the difference will be insignificant unless you set the bar size to be very low volume.
 
Quote from nononsense:

Via the API? You answered "not at the beginning".
When will API feature T&S retrieval? 6 months? 1 year? 5 years?
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I can't commit to a date at this time.
 
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